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SE0103642D0 - A method and a system for improved trading of options and futures and combinations thereof - Google Patents

A method and a system for improved trading of options and futures and combinations thereof

Info

Publication number
SE0103642D0
SE0103642D0 SE0103642A SE0103642A SE0103642D0 SE 0103642 D0 SE0103642 D0 SE 0103642D0 SE 0103642 A SE0103642 A SE 0103642A SE 0103642 A SE0103642 A SE 0103642A SE 0103642 D0 SE0103642 D0 SE 0103642D0
Authority
SE
Sweden
Prior art keywords
instrument
virtual
instruments
virtual instrument
matching
Prior art date
Application number
SE0103642A
Other languages
Swedish (sv)
Inventor
Jonas Lundberg
Daniel Negishi
Original Assignee
Om Technology Ab
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Om Technology Ab filed Critical Om Technology Ab
Priority to SE0103642A priority Critical patent/SE0103642D0/en
Publication of SE0103642D0 publication Critical patent/SE0103642D0/en
Priority to JP2003540905A priority patent/JP2005507534A/en
Priority to EP02778168A priority patent/EP1449136A1/en
Priority to AU2002339822A priority patent/AU2002339822B9/en
Priority to SG2006028294A priority patent/SG172470A1/en
Priority to PCT/SE2002/001915 priority patent/WO2003038716A2/en
Priority to CNA02826617XA priority patent/CN1610916A/en
Priority to US10/279,007 priority patent/US7899733B2/en

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Landscapes

  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Engineering & Computer Science (AREA)
  • Development Economics (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)

Abstract

In an automated exchange system, a separate virtual instrument is used in the matching process of the system. The virtual instrument guarantees that both a derivative instrument and its underlying instrument are traded together. The underlying instrument, i.e. the instrument in which derivative instruments are traded, is then preferably displayed together with the virtual instruments. The underlying instrument is presented with a price. The matching of the virtual instrument can take place in a matching module of the automated exchange system. After a trade in a virtual instrument is matched in the matching process of the system, the match is reported to a subsequent deal capture module where the corresponding different trades or deals of the virtual instrument are formed. The trades or deals formed in the deal capture module do not need to be matched because the number of instruments and the price can be deduced from the information relating to the virtual instrument.
SE0103642A 2001-11-01 2001-11-01 A method and a system for improved trading of options and futures and combinations thereof SE0103642D0 (en)

Priority Applications (8)

Application Number Priority Date Filing Date Title
SE0103642A SE0103642D0 (en) 2001-11-01 2001-11-01 A method and a system for improved trading of options and futures and combinations thereof
JP2003540905A JP2005507534A (en) 2001-11-01 2002-10-22 Improved trading derivative contracts and methods and systems for their combination
EP02778168A EP1449136A1 (en) 2001-11-01 2002-10-22 A method and a system for improved trading derivative contracts and combinations thereof
AU2002339822A AU2002339822B9 (en) 2001-11-01 2002-10-22 A method and a system for improved trading derivative contracts and combinations thereof
SG2006028294A SG172470A1 (en) 2001-11-01 2002-10-22 A method and a system for improved trading derivative contracts and combinations thereof
PCT/SE2002/001915 WO2003038716A2 (en) 2001-11-01 2002-10-22 A method and a system for improved trading derivative contracts and combinations thereof
CNA02826617XA CN1610916A (en) 2001-11-01 2002-10-22 A method and a system for improved trading derivative contracts and combinations thereof
US10/279,007 US7899733B2 (en) 2001-11-01 2002-10-24 Method and a system for trading virtual instruments

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
SE0103642A SE0103642D0 (en) 2001-11-01 2001-11-01 A method and a system for improved trading of options and futures and combinations thereof

Publications (1)

Publication Number Publication Date
SE0103642D0 true SE0103642D0 (en) 2001-11-01

Family

ID=20285844

Family Applications (1)

Application Number Title Priority Date Filing Date
SE0103642A SE0103642D0 (en) 2001-11-01 2001-11-01 A method and a system for improved trading of options and futures and combinations thereof

Country Status (8)

Country Link
US (1) US7899733B2 (en)
EP (1) EP1449136A1 (en)
JP (1) JP2005507534A (en)
CN (1) CN1610916A (en)
AU (1) AU2002339822B9 (en)
SE (1) SE0103642D0 (en)
SG (1) SG172470A1 (en)
WO (1) WO2003038716A2 (en)

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US7409367B2 (en) 2001-05-04 2008-08-05 Delta Rangers Inc. Derivative securities and system for trading same
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US7379911B2 (en) * 2001-12-26 2008-05-27 Espeed, Inc. Systems and methods for providing financial instruments including contrary positions
US8732061B2 (en) * 2001-12-27 2014-05-20 Bgc Partners, Inc. Creating and trading dynamic securities
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WO2004017246A1 (en) * 2002-08-19 2004-02-26 Bloomberg Lp Complementary trading of interests
US7197483B2 (en) 2002-10-15 2007-03-27 Chicago Mercantile Exchange Network and method for trading derivatives by providing enhanced RFQ visibility
US7584140B2 (en) * 2003-10-15 2009-09-01 Chicago Mercantille Exchange, Inc. Method and system for providing option spread indicative quotes
US7152041B2 (en) * 2003-03-10 2006-12-19 Chicago Mercantile Exchange, Inc. Derivatives trading methods that use a variable order price
US7440917B2 (en) 2003-03-10 2008-10-21 Chicago Mercantile Exchange, Inc. Order risk management system
US7571133B2 (en) 2003-03-10 2009-08-04 Chicago Mercantile Exchange, Inc. Derivatives trading methods that use a variable order price and a hedge transaction
US7783557B2 (en) * 2003-03-25 2010-08-24 Future Freight Corporation Computer-implemented display to facilitate trading in multi-modal freight shipment derivatives
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US7765137B1 (en) 2005-05-05 2010-07-27 Archipelago Holdings, Inc. Method and system for maintaining an order on a selected market center
JP2008541230A (en) 2005-05-05 2008-11-20 アーキペラゴ ホールディングス インコーポレイテッド Order for price revision to large-scale
WO2006121792A2 (en) 2005-05-05 2006-11-16 Archipelago Holdings, Inc. Unpriced order auction and routing
US7873561B1 (en) 2005-05-05 2011-01-18 Archipelago Holdings, Inc. Method and system for maintaining an order on a selected market center with maximum price exemption parameter
WO2006121796A2 (en) 2005-05-05 2006-11-16 Archipelago Holdings, Inc. Tracking liquidity order
US7908201B2 (en) * 2005-05-05 2011-03-15 Archipelago Holdings, Inc. Cross and post order
US7912775B1 (en) 2005-05-05 2011-03-22 Archipelago Holdings, Inc. Liquidity analysis system and method
JP2008541231A (en) * 2005-05-05 2008-11-20 アーキペラゴ ホールディングス インコーポレイテッド Anti-internalization order transformation equipment
US7937315B2 (en) 2005-05-05 2011-05-03 Archipelago Holdings, Inc. Portfolio execution and reporting
WO2006121691A2 (en) * 2005-05-06 2006-11-16 Archipelago Holdings, Inc. Passive liquidity order
US7686392B2 (en) * 2005-08-02 2010-03-30 Shell Oil Company Vehicle seat cover
US8195557B2 (en) 2006-07-28 2012-06-05 Archipelago Holdings, Inc. Routing of orders in equity options by means of a parameterized rules-based routing table
US7917418B2 (en) * 2006-12-04 2011-03-29 Archipelago Holdings, Inc. Efficient data dissemination for financial instruments
US7636681B2 (en) * 2006-12-27 2009-12-22 Cfph, Llc Methods and systems for generating an investment trust comprising neutralized securities
GB0705827D0 (en) * 2007-03-26 2007-05-02 Univ Southampton Exchanges for creating and trading derivavtive securites
US20100100473A1 (en) * 2008-10-16 2010-04-22 Scott Nations Collar Indexes and Financial Products Based Thereon
US20120054084A1 (en) * 2010-08-27 2012-03-01 Wolf Brian M Delta Neutral Futures Allocation
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Also Published As

Publication number Publication date
JP2005507534A (en) 2005-03-17
EP1449136A1 (en) 2004-08-25
CN1610916A (en) 2005-04-27
US20030097328A1 (en) 2003-05-22
WO2003038716A2 (en) 2003-05-08
US7899733B2 (en) 2011-03-01
AU2002339822B2 (en) 2008-04-10
AU2002339822B9 (en) 2008-04-17
SG172470A1 (en) 2011-07-28

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